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abess

Community

Fast Best-Subset Selection

Installation

To install this package, run one of the following:

Conda
$conda install conda-forge::abess

Usage Tracking

0.4.6
0.4.5
0.4.4
3 / 8 versions selected
Downloads (Last 6 months): 0

Description

abess (Adaptive BEst-Subset Selection) library aims to solve general best subset selection, i.e., find a small subset of predictors such that the resulting model is expected to have the highest accuracy. This library implements a generic algorithm framework to find the optimal solution in an extremely fast way. This framework now supports the detection of best subset under: linear regression, (multi-class) classification, censored-response modeling, multi-response modeling (a.k.a. multi-tasks learning), etc. It also supports the variants of best subset selection like group best subset selection. Especially, the time complexity of (group) best subset selection for linear regression is certifiably polynomial.

About

Summary

Fast Best-Subset Selection

Last Updated

Jan 16, 2023 at 09:53

License

GPL-2.0-or-later

Total Downloads

175.8K

Supported Platforms

linux-64
win-64
macOS-64